Missing slash (/) in the beginning of a path

Description

When getting a web page that redirects using the "location" header, some sites omit the '/' at the beginning of the location. Web browsers add this / automatically but client.py don't. Here is a small patch to handle these situations.

Thanks. Can you add a unit test for this behavior? Also, it looks like the fix may be a bit more complicated than what's in this patch. If the request URL was http://foo.com/bar/baz and the redirect is to quux.html, won't browsers request http://foo.com/bar/quux, rather than http://foo.com/quux.html?